Functional limit theorems for renewal shot noise processes with increasing response functions
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DOI: 10.1016/j.spa.2013.01.019
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References listed on IDEAS
- Avram, Florin & Taqqu, Murad S., 1989. "Probability bounds for M-Skorohod oscillations," Stochastic Processes and their Applications, Elsevier, vol. 33(1), pages 63-72, October.
- Iglehart, Donald L., 1973. "Weak convergence of compound stochastic process, I," Stochastic Processes and their Applications, Elsevier, vol. 1(1), pages 11-31, January.
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Cited by:
- Pang, Guodong & Zhou, Yuhang, 2018. "Functional limit theorems for a new class of non-stationary shot noise processes," Stochastic Processes and their Applications, Elsevier, vol. 128(2), pages 505-544.
- Iksanov, Alexander & Kabluchko, Zakhar & Marynych, Alexander & Shevchenko, Georgiy, 2017. "Fractionally integrated inverse stable subordinators," Stochastic Processes and their Applications, Elsevier, vol. 127(1), pages 80-106.
- Iksanov, Alexander & Kabluchko, Zakhar & Marynych, Alexander, 2016. "Weak convergence of renewal shot noise processes in the case of slowly varying normalization," Statistics & Probability Letters, Elsevier, vol. 114(C), pages 67-77.
- Alsmeyer, Gerold & Iksanov, Alexander & Marynych, Alexander, 2017. "Functional limit theorems for the number of occupied boxes in the Bernoulli sieve," Stochastic Processes and their Applications, Elsevier, vol. 127(3), pages 995-1017.
- Yiqing Chen, 2019. "A Renewal Shot Noise Process with Subexponential Shot Marks," Risks, MDPI, vol. 7(2), pages 1-8, June.
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More about this item
Keywords
Continuous mapping theorem; fractionally integrated (inverse) stable process; Functional limit theorem; M1 topology; Renewal shot noise process; Spectrally negative stable process;All these keywords.
JEL classification:
- M1 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration
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